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SPEDX vs. BDMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPEDX vs. BDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Dynamic Opportunities Fund (SPEDX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). The values are adjusted to include any dividend payments, if applicable.

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SPEDX vs. BDMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEDX
Alger Dynamic Opportunities Fund
-6.41%6.22%23.03%4.24%-13.90%3.96%47.30%12.79%-2.32%9.46%
BDMIX
BlackRock Global Long/Short Equity Fund Class I
4.32%18.30%21.39%14.55%1.80%3.34%0.29%-0.85%2.20%12.85%

Returns By Period

In the year-to-date period, SPEDX achieves a -6.41% return, which is significantly lower than BDMIX's 4.32% return. Both investments have delivered pretty close results over the past 10 years, with SPEDX having a 7.60% annualized return and BDMIX not far behind at 7.29%.


SPEDX

1D
0.88%
1M
-1.33%
YTD
-6.41%
6M
-7.69%
1Y
4.68%
3Y*
8.59%
5Y*
1.72%
10Y*
7.60%

BDMIX

1D
0.73%
1M
1.60%
YTD
4.32%
6M
8.75%
1Y
17.17%
3Y*
18.86%
5Y*
11.38%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPEDX vs. BDMIX - Expense Ratio Comparison

SPEDX has a 0.91% expense ratio, which is lower than BDMIX's 1.57% expense ratio.


Return for Risk

SPEDX vs. BDMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPEDX
SPEDX Risk / Return Rank: 1313
Overall Rank
SPEDX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPEDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPEDX Omega Ratio Rank: 1111
Omega Ratio Rank
SPEDX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPEDX Martin Ratio Rank: 1313
Martin Ratio Rank

BDMIX
BDMIX Risk / Return Rank: 9696
Overall Rank
BDMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BDMIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BDMIX Omega Ratio Rank: 9393
Omega Ratio Rank
BDMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BDMIX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPEDX vs. BDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Dynamic Opportunities Fund (SPEDX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SPEDXBDMIXDifference

Sharpe ratio

Return per unit of total volatility

0.48

2.55

-2.07

Sortino ratio

Return per unit of downside risk

0.72

3.73

-3.01

Omega ratio

Gain probability vs. loss probability

1.09

1.48

-0.39

Calmar ratio

Return relative to maximum drawdown

0.54

5.14

-4.59

Martin ratio

Return relative to average drawdown

1.64

14.25

-12.61

SPEDX vs. BDMIX - Sharpe Ratio Comparison

The current SPEDX Sharpe Ratio is 0.48, which is lower than the BDMIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of SPEDX and BDMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPEDXBDMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

2.55

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

1.76

-1.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

1.27

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.15

-0.67

Correlation

The correlation between SPEDX and BDMIX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPEDX vs. BDMIX - Dividend Comparison

SPEDX's dividend yield for the trailing twelve months is around 0.10%, less than BDMIX's 8.56% yield.


TTM20252024202320222021202020192018201720162015
SPEDX
Alger Dynamic Opportunities Fund
0.10%0.09%0.00%0.00%0.00%5.69%4.94%3.75%1.92%0.00%0.32%0.00%
BDMIX
BlackRock Global Long/Short Equity Fund Class I
8.56%8.94%13.26%7.42%0.00%1.23%0.30%6.78%0.94%0.00%0.00%1.86%

Drawdowns

SPEDX vs. BDMIX - Drawdown Comparison

The maximum SPEDX drawdown since its inception was -29.02%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for SPEDX and BDMIX.


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Drawdown Indicators


SPEDXBDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.02%

-11.89%

-17.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-3.60%

-5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-7.45%

-21.57%

Max Drawdown (10Y)

Largest decline over 10 years

-29.02%

-9.44%

-19.58%

Current Drawdown

Current decline from peak

-8.39%

-0.13%

-8.26%

Average Drawdown

Average peak-to-trough decline

-7.00%

-2.71%

-4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

1.30%

+1.74%

Volatility

SPEDX vs. BDMIX - Volatility Comparison

Alger Dynamic Opportunities Fund (SPEDX) has a higher volatility of 2.82% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that SPEDX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEDXBDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

1.72%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

4.78%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

10.44%

6.93%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

6.51%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.78%

5.77%

+7.01%